Corning Incorporated (GLW) IV/HV History

Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.

Corning Incorporated (GLW) operates in the Technology sector, specifically the Hardware, Equipment & Parts industry, with a market capitalization near $177.73B, listed on NYSE, employing roughly 56,300 people, carrying a beta of 1.14 to the broader market. Corning Incorporated engages in display technologies, optical communications, environmental technologies, specialty materials, and life sciences businesses worldwide. Led by Wendell Weeks, public since 1981-12-31.

Snapshot as of May 15, 2026.

Spot Price
$193.89
ATM IV
74.0%
HV 20-Day
86.6%
HV 60-Day
77.6%
IV Rank
87.3%
IV Percentile
92.1%

As of May 15, 2026, Corning Incorporated (GLW) ATM implied volatility is 74.0%. 20-day realized volatility is 86.6%, producing an IV-HV spread of -12.6 vol points. Realized volatility currently exceeds implied, an inversion that can signal a pending IV expansion. IV rank is 87.3%.

How GLW iv/hv history Data Feeds Strategy Selection

Strategy selection on Corning Incorporated options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 74.0% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

Learn how implied vs realized volatility is reported and how to read the data →

Frequently asked GLW iv/hv history questions

Is GLW options pricing rich or cheap right now?
As of May 15, 2026, Corning Incorporated (GLW) ATM IV is 74.0% against 20-day realized volatility of 86.6%. IV rank is 87.3%. Realized volatility currently exceeds implied: an inversion of the typical equity volatility risk premium that often precedes IV expansion.
What is the GLW variance risk premium?
The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. GLW is currently pricing inverted to the historical pattern, which is one input to whether short-vol or long-vol structures carry their typical edge.
What does GLW IV rank mean for strategy selection?
IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. GLW's current rank of 87.3% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.